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Lehigh University logo

Katya Scheinberg

Department: Industrial and Systems Engineering

Position: Professor

Address: Harold S. Mohler Laboratory
200 West Packer Avenue
Bethlehem, PA 18015
(610) 758-4039


Areas of Research

  • Robust, Stochastic, and Computational Optimization
  • Queuing Systems and Stochastic Processes
  • Financial Engineering
  • Health Systems Engineering

Profile

Professor Scheinberg's main research areas are related to developing practical algorithms (and their theoretical analysis) for various problems in continuous optimization, including the following topics:

  • Convex optimization, interior point methods, linear, quadratic, second order cone and semidefinite programming;
  • Active set methods, nonlinear optimization, large scale optimization;
  • Derivative free optimization, multivariate polynomial interpolation and regression;
  • Applications of optimization to machine learning, statistics and support vector machines; and,
  • Large scale matrix factorizations in the context of interior point methods.

Prior to joiing the Lehigh faculty, Scheinberg was a research staff member at IBM's T.J. Watson Research center, where she worked on various applied and theoretical problems in optimization. She is co-editor of Optima, the newsletter of the Mathematical Programming Society. She also co-wrote the book Introduction to Derivative-free Optimization with Andrew R. Conn and Luis N. Vicente.

Education

  • Ph.D., Operation Research, Columbia University
  • M.S., Operation Research, Columbia University
  • B.S-M.S., Computational Mathematics and Cybernetics, Lomonosov Moscow State University